We don't have anything on extreme values in the User's Guide. There's a thread on Discourse that links to an example and a case study put together by John Hall:
https://discourse.mc-stan.org/t/semiparametric-heavy-tailed-distributions-in-stan/28970/5
Here's a link to John's final case study:
https://discourse.mc-stan.org/uploads/short-url/qvcd06czOfYV3n95RXokzAEI0dv.html
We don't have anything on extreme values in the User's Guide. There's a thread on Discourse that links to an example and a case study put together by John Hall:
https://discourse.mc-stan.org/t/semiparametric-heavy-tailed-distributions-in-stan/28970/5
Here's a link to John's final case study:
https://discourse.mc-stan.org/uploads/short-url/qvcd06czOfYV3n95RXokzAEI0dv.html